Hamza answered the call of jihad 20 years ago, when he was 16. He left his family home in Jeddah and headed to Afghanistan to join the long line of jihadis fighting the "apostate" Soviet-backed government.

Two years later when he returned to Saudi Arabia, the communist regime had fallen in Kabul, the Afghan mujahideen had started fighting each other in a civil war that would last a decade and the conflict had already begun between the Arabs in Afghanistan – including Osama bin Laden and his followers – and the Saudis and other Arab governments. Euphoric from their Afghan victories, the jihadis were intent on deposing what they saw as corrupt regimes back home. The regimes hit back hard.

Instead of being welcomed in Saudi, Hamza was ostracised for his close links with the jihadi leaders. He was stripped of his Saudi nationality and deported to his ancestral land in Yemen. There he found a more accommodating regime intent on using every asset it had in its own internal conflicts, including jihadis.

For Hamza, it marked the start of a quixotic life as an international jihadi, in his words, "seeking the defeat of the enemies of God, the propagation of the sharia and martyrdom".

His life story resembles a tour diary of the jihadi battlefields of the past two decades: Bosnia, Tajikistan, Afghanistan (for the second time), Kosovo and Somalia. Hamza found funding for his sojourns through a network of businessmen and charities in Yemen and Saudi.

"We would call a rich person – a merchant or a charity – and tell them that we want to go fight somewhere and they would send us the money," Hamza says, slouched on the floor of a small flat in one of the concrete, half-finished ugly buildings dotting the ever-expanding outskirts of Sana'a. Short, with strong arms, he has a thin, long beard and restless eyes. "We didn't need much. Five thousand dollars was more than enough to buy you plane tickets and support you for a few months. Things were much easier in airports then." His jihadi escapades often met with defeats and humiliations, but that did not affect his appetite for the journey.

In the former Yugoslavia, where Bosnian Muslim comrades drank as much as their Serb enemies, Hamza and his fellow Arabs had to issue an edict that no drunks were allowed on battle missions. Soon after the war they were kicked out by the more tolerant Bosnian Muslims, who feared a Wahhabist takeover. In Tajikistan, they were betrayed by local Muslims who again feared the Wahhabist creed. "We Arabs can't learn from our mistakes," he told me. "Never trust central Asian Muslims. They are Sufis."

In Afghanistan, he initially mistrusted the emergence of the Taliban. "When they were sweeping through towns and villages we thought they must be supported by the Americans," he said. In Kosovo, their leader was a Filipino who, not knowing the ground he was fighting on, led his men into an ambush in a valley. Most of Hamza's fellow fighters were killed and he was seriously injured. But again, there were the charities to help.

Yemen – with its long, poorly guarded borders, extensive coastline and government perpetually making deals with Islamists – was always the safe haven to which Hamza and his travelling jihadis returned. After his injury he broke off from his armed struggle to recover, marry and have children. When he thought about returning to jihad, he found the world had changed.

Gone were the days when he would just hop on a plane and show up in Pakistan or Tajikistan. "Before, we could just take a flight and land in Karachi. Now if I go to the airport I will be arrested."

That's when he found an opportunity closer to home. Across the Gulf of Aden a new prospect of travel and jihad had opened, in the chaos of Somalia's decade-long civil war where jihadis had created a home for themselves since the mid-1990s.

But things had taken a twist when, in 2006, Islamist fighters – under the name of the Islamic courts – defeated the warlords who had perpetuated death and destruction in Somalia for almost 20 years. An Ethiopian invasion to crush the Islamist radicals provided another warring cry for the jihadi groups. Volunteers incensed by the invasion flocked to Somalia. The Ethiopians withdrew, leaving behind a far more lethal and radical heir to the courts movement, the Harakat al-Shabab al-mujahideen.

Thus, a new route was established that would occasionally ferrying fighters back and forth to Yemen.

The cross-sea traffic has been made all the more possible thanks to three new factors: the establishment of a local franchise of al-Qaida in Yemen – al-Qaida in the Arab Peninsula (AQAP) – led by a disciplined and well-organised commander, Nasser al-Wahishi; the collapse of authority and security in the south of Yemen; and the pressure on traditional safe havens in the tribal region between Pakistan and Afghanistan.

Jihadi commanders on both sides of the sea, Somalia and Yemen, told me in the past few months how new recruits – Arabs, Africans (some with western passports) and a few European and American converts – are flocking to Mogadishu and other parts of southern Somalia to get training and first-hand exposure to streetfighting and combat. A select few then go to the tribal area in Yemen for advanced training.

The commanders say it is especially easy for westerners eager to join the jihad to slip undetected into Yemen by boat via Tanzania or Kenya, to avoid the increasing scrutiny of foreigners by the Yemeni authorities.

After engaging with the Yemeni government in one of its many dialogue rounds, Hamza decided himself to try the route across the Gulf of Aden.

"I was fed up with the government. They promised us jobs and they promised to help the brothers, but nothing came – so I decided to leave and go fight.

"Abu Talha, one of our brothers, was already there in Somalia since 1998 and he had a camp. I called him and we agreed to go there. I went to the south and one of the brothers arranged a boat for us. The journey took 24 hours and cost us $3,000.

"The boat captain was a smuggler but a good man. He tried to keep us calm, but the sea was horrible. We left Yemen at night and by dawn, when we saw the cost of Somalia, my legs were shaking."

Hamza spent a year in Somalia fighting with the Islamic courts.

"When we arrived, the Ethiopians were already invading. We retreated from Mogadishu a few days after we entered it and withdrew to Kismayo in the deep south and then moved with a few of our mujahideen brothers to the Kenyan border. We were lost for weeks and spent five days without food and water."

A few weeks later the Islamists regrouped and Hamza and few of his surviving comrades retreated to Yemen.

"When I came back two brothers came with me one British – a real British, a convert, not an Arab or an Asian – and one Swedish Arab. They both stayed with me in the tribal area and then, God blessing, they flew back home and they called me and said they had no problems with the authorities."

For Hamza, his days of travel are far from over. Having finished recounting his tale of global jihad, he has one persistant question: "What's the best way to reach Baghdad now?"